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This paper proposes a new heuristic method for setting the limits of a control chart. The new method gives the same limits as the Shewhart method when the underlying population is symmetric. However, when the underlying population is skewed, the new limits are adjusted in accordance with the direction of skewness. The new method was compared with two other methods by simulation, when the underlying population was Weibull. The new method provides a higher probability of coverage between the chart limits than the other methods when the sample size and/or shape parameters vary.